Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47868.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46473.47 Kr¶

PnL: ---------------------------------------> -415.1 Kr¶

DD now: ---------------------------------> -1.566 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:04:29.225076'

Anic Portfolio¶

Today¶

Return: -0.093 %¶

This Week¶

Return: -0.093 %¶

Total¶

Return: 56.709 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.310000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
Boozt 12 1.420000 1710.000000 56.000000 3.390000 1653.999996
AcadeMedia 12 2.250000 606.600000 49.600000 8.900000 557.000004
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.150000 388.800000 33.800000 9.520000 355.000000
OEM International B 7 1.920000 556.500000 28.500000 5.400000 527.999997
Resurs Holding 22 0.070000 601.480000 27.480000 4.790000 573.999998
SAAB B 8 -1.160000 3400.000000 23.000000 0.680000 3377.000000
HMS Networks 2 1.460000 694.800000 21.800000 3.240000 673.000000
Intrum 4 1.900000 546.200000 19.200000 3.640000 527.000000
Coor Service Management Hold. 8 2.390000 548.000000 16.000000 3.010000 532.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
CTEK 13 1.300000 536.900000 2.900000 0.540000 533.999999
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.210000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 -0.400000 565.050000 1.050000 0.190000 564.000000
Essity B 2 -0.940000 572.000000 -2.000000 -0.350000 574.000000
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.900000 243.120000 -2.880000 -1.170000 246.000000
Sampo Oyj SDB 7 0.090000 3846.500000 -3.500000 -0.090000 3850.000000
Securitas B 6 0.260000 565.440000 -4.560000 -0.800000 570.000000
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 3.040000 577.080000 -5.920000 -1.020000 582.999984
Nordea Bank Abp 29 -0.100000 3445.200000 -8.800000 -0.250000 3453.999992
International Petroleum Corp. 5 2.740000 563.000000 -31.570000 -5.310000 594.565215
FM Mattsson Mora Group B 50 -3.360000 2875.000000 -52.000000 -1.780000 2927.000000
Vivesto 1368 -2.060000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 0.360000 3673.800000 -82.200000 -2.190000 3756.000001
OX2 18 0.620000 1458.000000 -206.000000 -12.380000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46473.470000 -415.100000 -1.56585% 46888.564618

Updated:¶

'2023-01-23 10:04:41.556956'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶